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Retail investor attention and herding behavior
Hsieh, Shu-fan; Chan, Chia-Ying; Wang, Ming-Chun - In: Journal of empirical finance 59 (2020), pp. 109-132
Persistent link: https://www.econbiz.de/10012437951
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The demand effect of yield-chasing retail investors: evidence from the Chinese enterprise bond market
Liu, Clark; Wang, Shujing; Wei, K. C. John; Zhong, Ninghua - In: Journal of empirical finance 50 (2019), pp. 57-77
Persistent link: https://www.econbiz.de/10012169920
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
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Forecasting inflation from the term structure
Tzavalis, Elias - In: Journal of empirical finance 3 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
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Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel - In: Journal of empirical finance 3 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
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A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.; Chen, Yi-Hsuan - In: Journal of empirical finance 45 (2018), pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
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Equity premium predictions with many predictors : A risk-based explanation of the size and value factors
Stivers, Adam - In: Journal of empirical finance 45 (2018), pp. 126-140
Persistent link: https://www.econbiz.de/10012102421